Anic Equity¶

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Total return since start: 0.625 %¶

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Equity now: -----------------------------> 49625.12 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43608.95 Kr¶

PnL: ---------------------------------------> -1266.63 Kr¶

DD now: ---------------------------------> -6.58 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-21 16:22:21.961001'

Anic Portfolio¶

Today¶

Return: 0.096 %¶

This Week¶

Return: -2.219 %¶

Total portfolio value¶

Return including deposits: 62.46 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 7.170000 1531.450000 108.450000 7.620000 1423.000014
Nederman Holding 1 -1.900000 207.000000 8.000000 4.020000 199.000000
Hennes & Mauritz B 6 -0.880000 916.920000 4.920000 0.540000 912.000000
Eastnine 6 0.370000 658.800000 1.800000 0.270000 657.000000
Atrium Ljungberg B 5 1.060000 903.500000 -0.500000 -0.060000 904.000000
BioGaia B 8 2.180000 899.200000 -4.800000 -0.530000 904.000000
ASSA ABLOY B 4 -0.080000 988.000000 -5.000000 -0.500000 993.000000
Profoto Holding 7 -1.440000 576.800000 -5.200000 -0.890000 581.999999
INVISIO 15 0.210000 3562.500000 -9.500000 -0.270000 3571.999995
JM 7 0.000000 940.100000 -9.900000 -1.040000 950.000002
AcadeMedia 20 -0.740000 962.800000 -15.200000 -1.550000 978.000000
OX2 12 -1.460000 893.400000 -15.600000 -1.720000 909.000000
Biotage 1 -6.340000 133.000000 -16.000000 -10.740000 149.000000
Bufab 3 0.000000 1059.600000 -16.400000 -1.520000 1076.000001
Vitrolife 3 0.180000 658.200000 -18.800000 -2.780000 677.000001
Gränges 10 0.200000 1020.000000 -19.000000 -1.830000 1039.000000
Vitec Software Group B 2 -1.990000 1083.000000 -21.000000 -1.900000 1104.000000
Hexatronic Group 15 0.460000 1049.400000 -21.600000 -2.020000 1071.000000
Creaspac SPAC 40 0.000000 3812.000000 -22.000000 -0.570000 3834.000000
Latour B 4 -1.980000 831.200000 -24.800000 -2.900000 856.000000
Investor B 3 -0.940000 631.650000 -26.350000 -4.000000 657.999999
Addnode Group B 7 -1.100000 877.800000 -27.200000 -3.010000 904.999998
Sandvik 4 0.100000 819.200000 -28.800000 -3.400000 848.000000
Hoist Finance 36 0.930000 981.000000 -30.000000 -2.970000 1010.999988
Alimak Group 12 0.120000 973.200000 -33.800000 -3.360000 1007.000004
Byggmax Group 33 -0.490000 931.260000 -35.740000 -3.700000 966.999990
Sagax B 4 -2.300000 848.000000 -37.000000 -4.180000 885.000000
Sagax A 4 -3.210000 844.000000 -42.000000 -4.740000 886.000000
Catena 2 0.630000 761.200000 -44.800000 -5.560000 806.000000
EQT 4 -2.540000 827.600000 -45.400000 -5.200000 873.000000
SKF B 5 -1.560000 933.750000 -46.250000 -4.720000 980.000000
Orrön Energy 170 -2.770000 1997.500000 -48.500000 -2.370000 2045.999980
Platzer Fastigheter Holding B 12 -0.790000 901.200000 -49.800000 -5.240000 951.000000
HEXPOL B 8 -5.520000 889.600000 -67.400000 -7.040000 957.000000
Hexagon B 26 -1.340000 3338.400000 -81.600000 -2.390000 3420.000012
VEF 788 -1.300000 1788.760000 -114.240000 -6.000000 1903.000300
Sedana Medical 93 0.510000 2577.960000 -405.620000 -13.600000 2983.577733
TOTAL 43608.950000 -1266.630000 -6.57983% 44875.578016

Updated:¶

'2023-06-21 16:22:39.438488'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶